Sample mean Sample mean & sample variance Suppose that X1, . . . , Xn are i.i.d.

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Sample mean Sample mean & sample variance Suppose that X1, . . . , Xn are i.i.d. draws from a distribution with mean and variance 2. The sample variance S2 is a function of the centered values, Xi X. (a) Prove that X is uncorrelated with Xi X (for any single i), i.e. Cov( X, Xi X) = 0

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Sample mean Sample mean & sample variance Suppose that X1, . . . , Xn are i.i.d.

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